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Post From: No Time & Sales data for 5-Year T-Note

[2018-07-18 04:59:33]
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User988535 - Posts: 2
I agree, it doesn't make sense. Here's a screenshot I took yesterday while I discussed with my broker:

https://i.imgur.com/vewim8y.png

As you can see, the chart stopped receiving data after 9:58 for the symbol FVAU18. Notice the two T&S windows. The one on the left is for the same symbol, the 5-year note FVA. The second window on the right shows T&S for the 10-year note, TYA. That one does have time and sales. You can also see on the chart DOM, it is showing me the bid/ask pulling/stacking along with the order book, but strangely the bid/ask price on the DOM isn't correct.

Other things I have tried: Deleting & re-downloading the data multiple times. Having my broker reset my data feed from the trade desk side. Changing my Chart update speed to 200ms. Alternating between CQG Fix and CQG Web Api.

Update: I have also updated my Sierra Chart to the latest version and the issue still persists.

Update 2: I left my Charts running for about 15 minutes. TYA gets time & sales and updates as usual. VFA does not receive any data. In fact, my chart simply stopped updating after 4:00 and T&S remained empty. After pressing Delete all data and re download, my charts got the historical data, and showed that trades did occur after 4:00, yet my system did not receive anything.

https://imgur.com/v9HhCFr - This image was taken after leaving Sierra chart running from ~4:00 until ~4:20, seeing no T&S, then hitting delete and refresh all data. Again, I am not clearing the T&S, nor does redownloading historical data even clear the T&S window as I have tested on other symbols.

https://imgur.com/1YMoUPc - Notice volume is listed as "Volume: 64" versus the previous image "Volume 2." Looking at the times and volume on both charts, you can see a few trades at 4:16-4:19, which is shown correctly on both charts. But on the 2nd chart, the trades occurring from 4:20 - 4:24 were received from historical data, not through T&S, even though I let my charts run completely during those times, as proven by T&S time stamps on the other T&S window. Also - Chart Doms & order books are really weird, but they have different numbers for levels - thus I am somehow receiving some data about pulling/stacking.
Date Time Of Last Edit: 2018-07-18 08:31:43